NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4.326 |
4.260 |
-0.066 |
-1.5% |
4.400 |
High |
4.355 |
4.279 |
-0.076 |
-1.7% |
4.410 |
Low |
4.245 |
4.168 |
-0.077 |
-1.8% |
4.145 |
Close |
4.312 |
4.227 |
-0.085 |
-2.0% |
4.226 |
Range |
0.110 |
0.111 |
0.001 |
0.9% |
0.265 |
ATR |
0.176 |
0.174 |
-0.002 |
-1.3% |
0.000 |
Volume |
5,709 |
6,088 |
379 |
6.6% |
20,796 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.558 |
4.503 |
4.288 |
|
R3 |
4.447 |
4.392 |
4.258 |
|
R2 |
4.336 |
4.336 |
4.247 |
|
R1 |
4.281 |
4.281 |
4.237 |
4.253 |
PP |
4.225 |
4.225 |
4.225 |
4.211 |
S1 |
4.170 |
4.170 |
4.217 |
4.142 |
S2 |
4.114 |
4.114 |
4.207 |
|
S3 |
4.003 |
4.059 |
4.196 |
|
S4 |
3.892 |
3.948 |
4.166 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.055 |
4.906 |
4.372 |
|
R3 |
4.790 |
4.641 |
4.299 |
|
R2 |
4.525 |
4.525 |
4.275 |
|
R1 |
4.376 |
4.376 |
4.250 |
4.318 |
PP |
4.260 |
4.260 |
4.260 |
4.232 |
S1 |
4.111 |
4.111 |
4.202 |
4.053 |
S2 |
3.995 |
3.995 |
4.177 |
|
S3 |
3.730 |
3.846 |
4.153 |
|
S4 |
3.465 |
3.581 |
4.080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.410 |
4.131 |
0.279 |
6.6% |
0.148 |
3.5% |
34% |
False |
False |
5,226 |
10 |
4.410 |
4.131 |
0.279 |
6.6% |
0.149 |
3.5% |
34% |
False |
False |
5,691 |
20 |
4.978 |
4.131 |
0.847 |
20.0% |
0.186 |
4.4% |
11% |
False |
False |
6,523 |
40 |
4.978 |
4.131 |
0.847 |
20.0% |
0.176 |
4.2% |
11% |
False |
False |
6,433 |
60 |
5.499 |
4.131 |
1.368 |
32.4% |
0.185 |
4.4% |
7% |
False |
False |
5,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.751 |
2.618 |
4.570 |
1.618 |
4.459 |
1.000 |
4.390 |
0.618 |
4.348 |
HIGH |
4.279 |
0.618 |
4.237 |
0.500 |
4.224 |
0.382 |
4.210 |
LOW |
4.168 |
0.618 |
4.099 |
1.000 |
4.057 |
1.618 |
3.988 |
2.618 |
3.877 |
4.250 |
3.696 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4.226 |
4.262 |
PP |
4.225 |
4.250 |
S1 |
4.224 |
4.239 |
|